Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Mathematical finance
Weitere Verfasser: Yin, G. (BerichterstatterIn), Zhang, Q. (BerichterstatterIn), Liu, F. (BerichterstatterIn), Liu, R. H. (BerichterstatterIn), Cheng, Y. (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2006
Schlagworte:
1999-2001 > Wertpapierhandel > Aktie > Mathematische Optimierung > Schätzung > Theorie > USA > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Local variance gamma and explicit calibration to option prices 2017 Carr, Peter
On the martingale property in stochastic volatility models based on time-homogeneous diffusions 2017 Bernard, Carole
Dynamic trading volume 2017 Guasoni, Paolo
The general structure of optimal investment and consumption with small transaction costs 2017 Kallsen, Jan
Explicit implied volatilities for multifactor local-stochastic volatility models 2017 Lorig, Matthew
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate 2017 Bojarčenko, Svetlana I.
Stability of the exponential utility maximization problem with respect to preferences 2017 Xing, Hao
Optimal investment with intermediate consumption and random endowment 2017 Mostovyi, Oleksii
Real options with competition and regime switching 2017 Bensoussan, Alain
Tug-of-war, market manipulation, and option pricing 2017 Nyström, Kaj
Impact of time illiquidity in a mixed market without full observation 2017 Federico, Salvatore
A state-constrained differential game arising in optimal portfolio liquidation 2017 Schied, Alexander
Robust fundamental theorem for continuous processes 2017 Biagini, Sara
The numéraire property and long-term growth optimality for drawdown-constrained investments 2017 Kardaras, Constantinos
Sensitivity analysis of nonlinear behavior with distorted probability 2017 Cao, Xi-Ren
Price setting of market makers : a filtering problem with endogenous filtration 2017 Kühn, Christoph
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure 2017 Cui, Xiangyu
Risk-minimization for life insurance liabilities with dependent mortality risk 2017 Biagini, Francesca
Shadow prices for continuous processes 2017 Czichowsky, Christoph
Pricing for large positions in contingent claims 2017 Robertson, Scott
Alle Artikel auflisten